Matrix differential equations and scalar polynomials satisfying higher order recursions

We show that any scalar differential operator with a family of polynomials as its common eigenfunctions leads canonically to a matrix differential operator with the same property. The construction of the corresponding family of matrix valued polynomials has been studied in [A. Durán, A generalization of Favard's theorem for polynomials satisfying a recurrence relation, J. Approx. Theory 74 (1993) 83–109; A. Durán, On orthogonal polynomials with respect to a positive definite matrix of measures, Canad. J. Math. 47 (1995) 88–112; A. Durán, W. van Assche, Orthogonal matrix polynomials and higher order recurrence relations, Linear Algebra Appl. 219 (1995) 261–280] but the existence of a differential operator having them as common eigenfunctions had not been considered. This correspondence goes only one way and most matrix valued situations do not arise in this fashion. We illustrate this general construction with a few examples. In the case of some families of scalar valued polynomials introduced in [F.A. Grünbaum, L. Haine, Bispectral Darboux transformations: An extension of the Krall polynomials, Int. Math. Res. Not. 8 (1997) 359–392] we take a first look at the algebra of all matrix differential operators that share these common eigenfunctions and uncover a number of phenomena that are new to the matrix valued case.